Sökning: "Christian Romaniello"
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1. Central Counterparties. A Numerical Implementation of the Default Waterfall
Master-uppsats, Göteborgs universitet/Graduate SchoolSammanfattning : This thesis studies so called Central Counterparties (CCP), nancial institutions which consist of clearing members, such as large banks. CCPs have the role of centralizing, mutualizing and reducing counterparty risk, by acting as an intermediate in nancial transactions. LÄS MER
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